Daniel Collins Montgomery, Paul Baraka Waweru
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Discretionary Sector with consumer spending the "state " economic variable and revenue per shareand gross operating profit per share the principal factor loadings. We test the hypothesis that our portfolio weighting models outperform the market over the period 2009-2021.
Tony S. Caporale, Robert D. Dean
Primary Advisor's Department
Economics and Finance
Stander Symposium project, School of Business Administration
United Nations Sustainable Development Goals
"Multifactor Portfolio Weighting Models for the Consumer Discretionary Sector: An Empirical Analysis of Portfolio Returns, 2009-2021" (2022). Stander Symposium Projects. 2660.